Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK CREDIT RISK DETAIL

31.12.2018

Education and asso- ciative activities

Machinery and equip- ment

Finance & In- surance

Public adminis- tration

Food & agri- culture

Chemicals, rubber, plastics

Whole- sale trade

Transport equip. Manuf.

Hotels and catering

Real estate

Consumer goods

Retail trade

Cons- truction

Auto- mobiles

(In EURm)

Central governments and central banks Institutions Corporates

3,834

0 159,198 56 12,559

0 0

0 0

0 0

0 0

0 0

0

0 0

117

0 4

0 6

0 0

30,184

11

20

41,714 31,103 5,364 13,118 5,957

6,935 16,675 24,376 15,959 5,921

463 4,971 9,397 14,455

Retail

0

0

0

0

0

0

0

0

0

0

0

0

0

0

Equity Exposures IRB

0

0

0

0

0

0

0

0

0

0

0

0

0

0

TOTAL IRB APPROACH 75,732 31,159 177,121 13,118 5,957

6,935 16,675 24,376 15,971 5,921

599 4,974 9,403 14,455

Central governments or central banks Regional governments or local authorities Public sector entities Multilateral developments banks International Organisations

1

0 4,616

0

0

0

0

0

31

0

4

0

0

0

0

16 647

0

0

0

1

0

1

0

13

1

0

0

8

50 135

1

0

0

0

0

0

0

63

1

0

0

304

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0

0 0

Institutions Corporates

16,224

50

7,107 4,465 250 4,143 1,360

1,887 5,459 8,318 3,877

797 1,079 1,093 984 2,932

Retail

0

0

0

0

0

0

0

0

0

0

0

0

0

0

Secured by mortgages on immovable property

1 231

0

46

10

9

22

92

67

0

28

47

7

17

Exposures in default

6 211

6

76

29

21 139 102 122

7

8

81

8

28

Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment

0 2

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

Claims in the form of CIU

172

0 0 0

0 0

0 0 2

0 0 2

0 0 2

0 0 8

0 0 6

0 0 2

0 0 0

0 0 2

0 0 0

0 0 0

0 0 3

Equity exposures

0 1

Other items

31

TOTAL SA APPROACH 23,827 4,974 5,684 4,268 1,402

1,919 5,629 8,518 4,099

804 1,196 1,222 1,048 2,980

TOTAL

99,559 36,133 182,804 17,386 7,358

8,854 22,304 32,894 20,070 6,725 1,795 6,196 10,452 17,434

126

PILLAR 3 - 2020 | SOCIETE GENERALE GROUP |

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